+70.5%
ILMN vs LPLA
+892.4%
-822.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.4% | +0.2% | +2.8% |
| 7D | -2.6% | +2.3% | -4.9% | -3.1% |
| 30D | -20.6% | -7.7% | -13.0% | -19.7% |
| 3M | +17.5% | -15.7% | +33.2% | +21.1% |
| 6M | +55.6% | +0.8% | +54.8% | +52.8% |
| YTD | +68.3% | -14.2% | +82.6% | +70.4% |
| 1Y | +81.1% | -17.9% | +99.0% | +85.4% |
| 3Y | +112.2% | +36.1% | +76.1% | +85.9% |
| 5Y | -42.6% | +90.3% | -132.9% | -56.6% |
| 10Y | +70.5% | +841.0% | -770.5% | -13.6% |
| All | +70.5% | +892.4% | -822.0% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LPLA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling